Numerical experiments on stochastic block proximal-gradient type method for convex constrained optimization involving coordinatewise separable problems

MaRDI QIDQ5116056zbMATH OpenFDO

Authors Porntip Promsinchai, Narin Petrot

Publication date 21 August 2020

zbMATH Keywords

constrained optimization problemblock coordinate descentcomposite objective functionproximal-gradient algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Decomposition methods (49M27) Methods of reduced gradient type (90C52)

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Cited in

(3)

• Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
• On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
• Block mirror stochastic gradient method for stochastic optimization

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